ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
125-095 |
126-255 |
1-160 |
1.2% |
124-025 |
High |
126-280 |
126-295 |
0-015 |
0.0% |
124-300 |
Low |
124-280 |
126-035 |
1-075 |
1.0% |
123-310 |
Close |
126-185 |
126-040 |
-0-145 |
-0.4% |
124-215 |
Range |
2-000 |
0-260 |
-1-060 |
-59.4% |
0-310 |
ATR |
0-257 |
0-257 |
0-000 |
0.1% |
0-000 |
Volume |
29,861 |
4,242 |
-25,619 |
-85.8% |
131,118 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-263 |
128-092 |
126-183 |
|
R3 |
128-003 |
127-152 |
126-112 |
|
R2 |
127-063 |
127-063 |
126-088 |
|
R1 |
126-212 |
126-212 |
126-064 |
126-168 |
PP |
126-123 |
126-123 |
126-123 |
126-101 |
S1 |
125-272 |
125-272 |
126-016 |
125-228 |
S2 |
125-183 |
125-183 |
125-312 |
|
S3 |
124-243 |
125-012 |
125-288 |
|
S4 |
123-303 |
124-072 |
125-217 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-138 |
127-007 |
125-066 |
|
R3 |
126-148 |
126-017 |
124-300 |
|
R2 |
125-158 |
125-158 |
124-272 |
|
R1 |
125-027 |
125-027 |
124-243 |
125-092 |
PP |
124-168 |
124-168 |
124-168 |
124-201 |
S1 |
124-037 |
124-037 |
124-187 |
124-102 |
S2 |
123-178 |
123-178 |
124-158 |
|
S3 |
122-188 |
123-047 |
124-130 |
|
S4 |
121-198 |
122-057 |
124-044 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-295 |
124-050 |
2-245 |
2.2% |
0-293 |
0.7% |
71% |
True |
False |
13,573 |
10 |
126-295 |
123-105 |
3-190 |
2.8% |
0-253 |
0.6% |
78% |
True |
False |
24,517 |
20 |
126-295 |
123-105 |
3-190 |
2.8% |
0-239 |
0.6% |
78% |
True |
False |
541,443 |
40 |
126-315 |
123-105 |
3-210 |
2.9% |
0-222 |
0.6% |
76% |
False |
False |
788,575 |
60 |
127-100 |
123-105 |
3-315 |
3.2% |
0-229 |
0.6% |
70% |
False |
False |
871,877 |
80 |
130-150 |
123-105 |
7-045 |
5.7% |
0-245 |
0.6% |
39% |
False |
False |
1,068,978 |
100 |
133-000 |
123-105 |
9-215 |
7.7% |
0-234 |
0.6% |
29% |
False |
False |
877,051 |
120 |
133-000 |
123-105 |
9-215 |
7.7% |
0-208 |
0.5% |
29% |
False |
False |
731,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-120 |
2.618 |
129-016 |
1.618 |
128-076 |
1.000 |
127-235 |
0.618 |
127-136 |
HIGH |
126-295 |
0.618 |
126-196 |
0.500 |
126-165 |
0.382 |
126-134 |
LOW |
126-035 |
0.618 |
125-194 |
1.000 |
125-095 |
1.618 |
124-254 |
2.618 |
123-314 |
4.250 |
122-210 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
126-165 |
126-016 |
PP |
126-123 |
125-312 |
S1 |
126-082 |
125-288 |
|